For instance if a stock trades a million shares I want to find out how many shares was selling and how many shares was buying.
If I have some history with this info I will be able to see if the stock is being accumulated or distributed.

you could try the (stock) exchange directly. They often have something like an information/statistical department (I tried it in Germany for the DAX).
I am quite sure they can sell you the data you want if it is not available on the website.